Agatha Murgoci

Finance · 2010–2017

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it; #2,431 of 10,518 by trust here, #2,140 by citations
• Economics and Econometrics — 18 citations into it; #6,547 of 23,481 by trust here, #9,060 by citations
• General Decision Sciences — 8 citations into it; #1,528 of 1,995 by trust here, #1,908 by citations
• Management Science and Operations Research — 8 citations into it; #8,329 of 11,946 by trust here, #4,746 by citations

Whom Agatha Murgoci trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Duan Li
2. Ivar Ekeland
3. Xun Yu Zhou
4. Patrick Bolton
5. Irina Slinko

Who trusts Agatha Murgoci overall

1. Huiling Wu
2. Yan Zeng
3. Sören Christensen
4. Jiongmin Yong
5. Daniel Andersson
6. Ben M. Hambly
7. Kristoffer Lindensjo
8. Zhongfei Li
9. Boualem Djehiche

Papers from Agatha Murgoci's perspective

Ordered by how strongly the researchers Agatha Murgoci trusts endorse each paper. Same corpus, a different order for every researcher.

1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2. Being serious about non-commitment: subgame perfect equilibrium in continuous time
3. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
4. Investment and consumption without commitment
5. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
6. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
7. How Sovereign is Sovereign Credit Risk
8. Portfolio Selection
9. Towards a General Theory of Good Deal Bounds
10. The 'Greatest' Carry Trade Ever? Understanding Eurozone Bank Risks

Their papers

• A General Theory of Markovian Time Inconsistent Stochastic Control Problems (2010) — 402 citations
• MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2014) — 522 citations
• On time-inconsistent stochastic control in continuous time (2017) — 333 citations
• Financial Sector Linkages and the Dynamics of Bank and Sovereign Credit Spreads (2014) — 114 citations